-99.9%
DFNS vs GIS
-25.0%
-74.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.6% | +0.5% |
| 7D | -3.3% | -8.4% | +5.1% | -6.2% |
| 30D | -73.1% | -5.2% | -67.9% | -73.4% |
| 3M | -71.4% | +8.2% | -79.5% | -70.2% |
| 6M | -93.8% | -12.0% | -81.8% | -94.2% |
| YTD | -98.0% | -18.9% | -79.2% | -98.2% |
| 1Y | -98.2% | -23.6% | -74.5% | -98.4% |
| 3Y | -99.9% | -37.6% | -62.3% | -99.9% |
| 5Y | -99.9% | -25.2% | -74.7% | -99.9% |
| All | -99.9% | -25.0% | -74.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling